Bias and Standard Deviation of the Estimator for the Underlying Probability in a Sequence of Bernoulli Trials with Preselected Number of Successes |
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| Authors: | Dommermuth FM |
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| Institution: | FGAN-Forschungsinstitut für Hochfrequenzphysik Neuenahrer Stra?e 20 D-5307 Wachtberg-Werthhoven, West Gernany; |
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| Abstract: | In a sequence of Bernoulli trials which stops after a preselected number M of successes, the maximum likelihood estimator of the underlying probability is given by the ratio of M and the required number of observations. Closed-form expressions for the bias and standard deviation of this estimator are developed. |
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